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Welcome to Risk Measurement
This course provides an in-depth review of the fundamentals of probability and statistics followed by their application to the measurement of various types of risk. While this is not a course in risk management per se, it is impossible to avoid the risk management implications of risk identification and measurement. The course considers various types of risk faced by both private enterprise and the public sector.
Textbook: Textbook
Financial Risk Manager Handbook, Philippe Jorion, 5th Ed, Wiley and Sons,
ISBN: 978-0-470-47961-2
Optional Additional Textbook:
The Fundamentals of Risk Measurement, Christopher Marrison, 1st Ed, McGraw-Hill,
ISBN: 978-0071386272
Other additional readings will be assigned.
Notes: |
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All notes and assignments will be posted here: (password is required) |
http://www.campuspostit.com/hs/les/coursewebsite.ihtml?Instructor_last=Marshall&user_CourseCode=RM704&Instructor_ID=212 | 06/16/13 |
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Assignments: |
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Information on Excel's Statistical Functions |
http://www.biostat.ucla.edu/course/201/EXCEL%20statistical%20functions.pdf | 09/09/10 |
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Other: |
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Interesting Current News |
http://online.wsj.com/article/NA_WSJ_PUB:SB10001424052748703908704575433720458693754.html | 08/27/10 |
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Educational Article on "Developing an Appreciation for Risk" from an investment advisor called Belvedere Advisors. |
http://www.beladv.com/docs/Articles/RiskArticleSep2010.pdf | 09/07/10 |
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